The distribution function for the maximal height of N non-intersecting Bessel paths
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 111–134 |
| Journal / Publication | Ramanujan Journal |
| Volume | 61 |
| Issue number | 1 |
| Online published | 20 Apr 2022 |
| Publication status | Published - May 2023 |
Link(s)
Abstract
In this paper, we consider N non-intersecting Bessel paths starting at x = a ≥ 0, and conditioned to end at the origin x = 0. We derive the explicit formula of the distribution function for the maximum height. Depending on the starting point a > 0 or a = 0, the distribution functions are also given in terms of the Hankel determinants associated with the multiple discrete orthogonal polynomials or discrete orthogonal polynomials, respectively. © The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2022.
Research Area(s)
- Hankel determinant, Maximum distribution, Multiple orthogonal polynomials, Non-intersecting Bessel paths, Orthogonal polynomials
Citation Format(s)
The distribution function for the maximal height of N non-intersecting Bessel paths. / Dai, Dan; Yao, Luming.
In: Ramanujan Journal, Vol. 61, No. 1, 05.2023, p. 111–134.
In: Ramanujan Journal, Vol. 61, No. 1, 05.2023, p. 111–134.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
